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Portfolio and consumption decisions under ambiguity for regime switching mean returns

Liu, Hening - 2009

This paper examines a continuous-time intertemporal consumption and portfolio choice problem for an ambiguity … revisions under incomplete information can generate an ambiguity-driven hedging demand that mitigates the intertemporal hedging … demand for the risky asset. In addition, ambiguity aversion magnifies the importance of the intertemporal hedging demand …

Persistent link: https://www.econbiz.de/10003987299

Trust, ambiguity, and financial decision-making

Engle-Warnick, Jim; Pulido, Diego; Montaignac, Marine de - 2016

Persistent link: https://www.econbiz.de/10011525243

Ambiguity and investment decisions : an empirical analysis on mutual fund investor behaviour

Tang, Chao - In: Academic journal of economic studies 3 (2017) 3, pp. 38-46

Persistent link: https://www.econbiz.de/10011737905

How money illusions and heterogeneous beliefs affect asset prices

Ma, Chaoqun; Wang, Hailong; Cheng, Fengchao; Hu, Duni - In: The North American journal of economics and finance : a … 44 (2018), pp. 167-192

Persistent link: https://www.econbiz.de/10012036533

Einmal Lotteriespieler - immer Aktienzocker? : Einflussfaktoren auf das Risikovehalten von Privatanlegern

Kaufmann, Christine; Nosić, Alen; Weber, Martin - 2009

Persistent link: https://www.econbiz.de/10008658713

Does presenting investment results asset by asset lower risk taking?

Anagol, Santosh; Gamble, Keith Jacks - In: The journal of behavioral finance : a publication of … 14 (2013) 4, pp. 276-300

Persistent link: https://www.econbiz.de/10010256343

Heterogeneous background risks and portfolio choice : evidence from micro-level data

Palia, Darius; Qi, Yaxuan; Wu, Yangru - In: Journal of money, credit and banking : JMCB 46 (2014) 8, pp. 1687-1720

Persistent link: https://www.econbiz.de/10010470086

Easy, breezy, risky : lay investors fail to diversify because correlated assets feel more fluent and less risky

Cornil, Yann; Hardisty, David J.; Bart, Yakov - In: Organizational behavior and human decision processes : … 153 (2019), pp. 103-117

Persistent link: https://www.econbiz.de/10012103216

The effect of investment and withdrawal horizons on myopic loss aversion

Guillemette, Michael; Blanchett, David; Finke, Michael - In: Applied economics letters 26 (2019) 10, pp. 787-790

Persistent link: https://www.econbiz.de/10012204387

Ambiguity, long-run risks, and asset prices in continuous time

Ruan, Xinfeng - In: International review of economics & finance : IREF 71 (2021), pp. 115-126

Persistent link: https://www.econbiz.de/10012627765

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